FTSIX vs. VTI
Compare and contrast key facts about Fuller & Thaler Behavioral Small-Mid Core Equity Fund (FTSIX) and Vanguard Total Stock Market ETF (VTI).
FTSIX is managed by Fuller & Thaler Asset Mgmt. It was launched on Dec 26, 2018. VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on Jun 27, 2016.
Performance
FTSIX vs. VTI - Performance Comparison
Loading graphics...
FTSIX vs. VTI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
FTSIX Fuller & Thaler Behavioral Small-Mid Core Equity Fund | 3.61% | 6.04% | 11.86% | 18.52% | -17.63% | 25.29% | 19.19% | 26.72% |
VTI Vanguard Total Stock Market ETF | -4.01% | 17.10% | 23.81% | 26.05% | -19.52% | 25.68% | 21.08% | 30.67% |
Returns By Period
In the year-to-date period, FTSIX achieves a 3.61% return, which is significantly higher than VTI's -4.01% return.
FTSIX
- 1D
- -0.79%
- 1M
- -6.26%
- YTD
- 3.61%
- 6M
- 6.00%
- 1Y
- 15.31%
- 3Y*
- 10.74%
- 5Y*
- 5.15%
- 10Y*
- —
VTI
- 1D
- 2.93%
- 1M
- -5.00%
- YTD
- -4.01%
- 6M
- -1.66%
- 1Y
- 18.11%
- 3Y*
- 17.84%
- 5Y*
- 10.46%
- 10Y*
- 13.60%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
FTSIX vs. VTI - Expense Ratio Comparison
FTSIX has a 2.69% expense ratio, which is higher than VTI's 0.03% expense ratio.
Return for Risk
FTSIX vs. VTI — Risk / Return Rank
FTSIX
VTI
FTSIX vs. VTI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fuller & Thaler Behavioral Small-Mid Core Equity Fund (FTSIX) and Vanguard Total Stock Market ETF (VTI). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| FTSIX | VTI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.80 | 0.96 | -0.16 |
Sortino ratioReturn per unit of downside risk | 1.27 | 1.48 | -0.21 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.23 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.06 | 1.52 | -0.46 |
Martin ratioReturn relative to average drawdown | 4.30 | 7.26 | -2.96 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| FTSIX | VTI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.80 | 0.96 | -0.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.27 | 0.60 | -0.33 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.75 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.48 | +0.04 |
Correlation
The correlation between FTSIX and VTI is 0.85, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
FTSIX vs. VTI - Dividend Comparison
FTSIX's dividend yield for the trailing twelve months is around 0.62%, less than VTI's 1.17% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FTSIX Fuller & Thaler Behavioral Small-Mid Core Equity Fund | 0.62% | 0.64% | 0.84% | 0.85% | 0.95% | 5.50% | 0.35% | 2.16% | 0.00% | 0.00% | 0.00% | 0.00% |
VTI Vanguard Total Stock Market ETF | 1.17% | 1.12% | 1.27% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% |
Drawdowns
FTSIX vs. VTI - Drawdown Comparison
The maximum FTSIX drawdown since its inception was -42.12%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for FTSIX and VTI.
Loading graphics...
Drawdown Indicators
| FTSIX | VTI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.12% | -55.45% | +13.33% |
Max Drawdown (1Y)Largest decline over 1 year | -13.29% | -12.30% | -0.99% |
Max Drawdown (5Y)Largest decline over 5 years | -27.57% | -25.36% | -2.21% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.00% | — |
Current DrawdownCurrent decline from peak | -6.80% | -6.25% | -0.55% |
Average DrawdownAverage peak-to-trough decline | -7.80% | -8.08% | +0.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.27% | 2.58% | +0.69% |
Volatility
FTSIX vs. VTI - Volatility Comparison
The current volatility for Fuller & Thaler Behavioral Small-Mid Core Equity Fund (FTSIX) is 5.08%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 5.45%. This indicates that FTSIX experiences smaller price fluctuations and is considered to be less risky than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| FTSIX | VTI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.08% | 5.45% | -0.37% |
Volatility (6M)Calculated over the trailing 6-month period | 11.04% | 9.73% | +1.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.05% | 19.01% | +1.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.10% | 17.42% | +1.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.47% | 18.29% | +5.18% |